+50.4%
PPL vs EQNR
+72.8%
-22.4%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.4% |
| 7D | -2.1% | +6.4% | -8.6% | -2.4% |
| 30D | -3.1% | +10.4% | -13.4% | -3.5% |
| 3M | -3.1% | +23.1% | -26.2% | -4.0% |
| 6M | -8.0% | +36.3% | -44.3% | -9.8% |
| YTD | -0.3% | +96.0% | -96.3% | -5.2% |
| 1Y | -2.2% | +94.2% | -96.4% | -6.9% |
| 3Y | +50.4% | +75.3% | -24.9% | +41.3% |
| All | +50.4% | +72.8% | -22.4% | +41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EQNR.
Daily Out/Under-Performance
Portfolio return minus EQNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQNR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded EQNR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling